This is regular SOP. You cant get 30 days right away because your application will be sent to a main branch like Chiang Mai up north, Khon Khean in the east, Hatyai in the south to get processed and embassy letter to get checked for authenticity.
Reapply for an embassy letter after this month. If you leave, the chances you getting back in anytime soon is next to none. Leaving is the worst option. Try to keep extending with the embassy letter or get an agent to settle it.
using an agent to obtain visa is legal in thailand. If the agency screws up or get caught, we are not liable to anything, at most we are victims. This story about your cousin is so made up it makes Harry Potter look like an episode of National Geography. No way in hell can the thai government charge anyone for being a victim. You use an agent, which is legal, to get your visa. You provide whatever the agent requires. How is that illegal? Moreover, in your original you mentioned 'fake visa'. Agents dont do fake visas, only fake agents do fake visas if that makes any sense.
Malaysian embassy wont issue anymore letters. Its get a visa now or go back. The thai immigration had a meeting with all the embassies and came to deal that no embassy is to give out letters anymore unless for severe cases.